+104,279.6%
AAPL vs MCO
+7,404.7%
+96,874.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | +3.8% | -3.8% | +7.6% | +5.3% |
| 30D | +9.9% | -0.4% | +10.3% | +10.0% |
| 3M | +12.5% | +7.7% | +4.8% | +9.3% |
| 6M | +27.6% | +7.0% | +20.6% | +23.9% |
| YTD | +22.6% | -6.4% | +29.0% | +24.0% |
| 1Y | +45.0% | -7.6% | +52.6% | +47.1% |
| 3Y | +87.8% | +43.2% | +44.5% | +61.3% |
| 5Y | +128.7% | +29.6% | +99.1% | +102.6% |
| 10Y | +1,308.9% | +389.2% | +919.6% | +704.8% |
| All | +104,279.6% | +7,404.7% | +96,874.9% | +21,293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling